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Causality in Factor Investing: Marcos López de Prado, PhD & Vincent Zoonekynd, PhD
Автор: CFA Institute Research Foundation
Загружено: 2026-01-20
Просмотров: 11
Описание:
Marcos López de Prado, PhD and Vincent Zoonekynd, PhD, of Abu Dhabi Investment Authority discuss their Research Foundation brief, Causality and Factor Investing: A Primer. They explore why many factor models fail, the risks of confounder and collider bias, and why factor investing requires a causal—not purely statistical—approach. Learn how causal graphs and theory-driven methods can improve attribution and model design. A must-watch for quantitative researchers and finance professionals seeking deeper insights into risk premia and robust factor modeling.
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